From Lévy-Type Processes to Parabolic SPDEs

• Main Authors: Khoshnevisan, Davar (Author), Schilling, René (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Utzet, Frederic (Editor), Quer-Sardanyons, Lluis (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Birkhäuser, 2016.
• Series: Advanced Courses in Mathematics - CRM Barcelona,
• Subjects: Mathematics.; Partial differential equations.; Probabilities.; Probability Theory and Stochastic Processes.; Partial Differential Equations.

This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis. René Schilling’s notes are an expanded version of his course on Lévy and Lévy-type processes, the purpose of which is tw...